+81.5%
ROKU vs ALHC
+151.5%
-70.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | +0.7% | -5.4% | +6.1% | +1.0% |
| 3M | +26.5% | -32.1% | +58.6% | +29.0% |
| 6M | +52.6% | -28.5% | +81.1% | +53.9% |
| YTD | +40.9% | -34.0% | +75.0% | +42.9% |
| 1Y | +57.6% | -20.9% | +78.6% | +57.0% |
| All | +81.5% | +151.5% | -70.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling